+832.5%
PPL vs BB
+258.8%
+573.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.7% | -5.6% | +8.3% | +2.9% |
| 30D | +0.5% | -11.8% | +12.3% | +1.0% |
| 3M | +0.7% | -25.5% | +26.2% | +1.6% |
| 6M | -7.6% | +121.3% | -128.9% | -11.6% |
| YTD | +1.8% | +103.2% | -101.3% | -2.3% |
| 1Y | -0.8% | +102.6% | -103.4% | -4.9% |
| 3Y | +56.9% | +37.5% | +19.4% | +50.6% |
| 5Y | +39.5% | -30.4% | +70.0% | +36.5% |
| 10Y | +55.4% | 0.0% | +55.4% | +42.1% |
| All | +832.5% | +258.8% | +573.6% | +804.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling